You should be able to cut and paste them from Vimeo or YouTube (the most popular)

In an effort to conserve server space, I encourage you to place videos there. They also have the tools to enhance, edit and improve your videos, captioning, etc. Those providers are designed for quality video streaming where as I have no idea how well video, depending on format and size, would stream from here.

High Definition (1080p, 4k, etc) take a lot of space.

You can also make your videos UnListed on YouTube, so if you only want to use it where you link it, you can